Martin Molinero
45 lines
1.9 KiB
Python
45 lines
1.9 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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### <summary>
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### Related to GH issue 4275, reproduces a failed string to symbol implicit conversion asserting the exception
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### thrown contains the used ticker
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### </summary>
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class StringToSymbolImplicitConversionRegressionAlgorithm(QCAlgorithm):
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def Initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.SetStartDate(2013,10, 7)
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self.SetEndDate(2013,10, 8)
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self.AddEquity("SPY", Resolution.Minute)
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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Arguments:
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data: Slice object keyed by symbol containing the stock data
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'''
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try:
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self.MarketOrder("PEPE", 1)
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except Exception as exception:
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if "This asset symbol (PEPE 0) was not found in your security list" in str(exception) and not self.Portfolio.Invested:
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self.SetHoldings("SPY", 1) |